@Joab, it seems that you know about Karate as a "sport", but nothing about Karate as a (martial) "art". Zen setups are the underlying of...
d'accord Joe, you're right. One of the main principles of Zen, of Martial Arts, of Trading...etc. is attention! Good books help to...
@Toonces, it's not the Martial Arts Training alone but also the understanding of the underlying Zen concept which helps to trade (nearly)...
@Pandorasbox, again my question: How many bars are the basis of your hurst exponent indicator calculation? bye, zentrader
@Pandorasbox, independent from the timeframe, how many bars are the basis of your hurst exponent calculation? bye, zentrader
Hi, because the FDI depends on the so-called Hurst exponent, this website (with a hurst exponent excel example) can help you to understand......
@KS2007, that's not only a problem of automated trading, but generally of system trading. In addition or better alternative to test your...
sorry, but the content of the linked paper only contributes to the fact of a better explanation of the used mcs method with summarized ratios...
@MustPlayOptions. really this ??? "Avg Loss ($567.05), Largest Losing Trade ($25,099.40)" Ever heard about risk management? I've...
@Virgin, Performance: 2 or 3 seconds on my "3 years old" Pentium for ca. 25,000,000 trades (or 10,000 simulation runs)... ----- "...If...
@MustPlayOptions, my software was originally developed as an additional test for systems with a high risk control (risk management). In this...
...my favourite book: (Edward Allen Toppel) "Zen in the markets" It has basic psychological messages for a trader and his relation to and...
...theoretical you are right, practical not... Each Monte Carlo Simulation generates another result -that's because of the random component....
@NoWorries, that is quite easy. Winning or losing trades are randomly selected (that's the basis of mcs...) and the model secures, that the...
@MustPlayOptions, my assumption: 10 year EOD data...so the profits are shown as yearly profits. So a MCS with 10,000 simulation runs (each...
@NoWorries, for such a mcs model the relation of winning/losing trades and the average profits/losses are enough...and (important!) you should...
@NoWorries, imho, wrong. For a Monte Carlo Simulation based chance evaluation and risk analysis of a trading system concerning the existing...
@MustPlayOptions, if you are interested, I can give you a mcs for your system results and can post it here. I don't care about your system...
...responding to the first posting, I agree: with all the information which is today available to all market participants, perhaps the item...
@MustPlayOptions, the use of Monte Carlo Simulation (MCS) in the system development or backtesting process is independent from the details of...
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